SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 07/27/2020 PM

Note:The SPX held a pretty steady uptrend today as the VIX moved back under 25. The market did close just under our largest Combo strike of 3243. We dont expect much movement before the Wed FOMC, and dont foresee any major changes in levels overnight. SPX options volume today was a paltry ~750k contracts. While […]

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